Global Extrapolations Of Numerical Methods For Solving A Parabolic Problem With Non Local Boundary Conditions

A family of numerical methods is developed for the numerical solution of a linear parabolic problem with boundary conditions containing integrals over the interior of the interval. The methods are seen to evolve from first- and second-order rational approximants to an exponential function in a recurrence relation. Global extrapolation procedures in space only and in both space and time are discussed.

Keywords:

• Numerical Methods
• Parabolic Problems
• Nonlocal Boundary Conditions
• Extrapolation